+9,692.0%
ASML vs ZBH
+287.8%
+9,404.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.0% | +4.5% |
| 7D | +1.1% | -2.8% | +3.9% | +2.3% |
| 30D | +2.2% | -0.1% | +2.3% | +2.0% |
| 3M | -2.3% | +13.4% | -15.7% | -8.6% |
| 6M | +23.0% | +3.0% | +20.0% | +19.3% |
| YTD | +61.1% | +9.7% | +51.4% | +51.6% |
| 1Y | +129.1% | -5.4% | +134.5% | +126.8% |
| 3Y | +165.4% | -15.6% | +180.9% | +168.5% |
| 5Y | +109.5% | -28.1% | +137.6% | +126.0% |
| 10Y | +1,645.7% | -15.2% | +1,661.0% | +1,555.0% |
| All | +9,692.0% | +287.8% | +9,404.2% | +4,936.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZBH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling